Add Native Azure OpenAI Backend with Batch API Support

[tolgayan]

Description

The library currently supports batch operations for OpenAI, but it does not natively support Azure OpenAI. Although Azure OpenAI is accessible via the litellm backend, batch mode is not supported when using litellm. It would be highly beneficial to add a native Azure OpenAI backend that also supports batch API operations.

Current Behavior

• OpenAI Batch Support: Batch operations are supported natively for OpenAI.
• Azure OpenAI Integration: Azure OpenAI is only available through the litellm backend.
• Limitation: Batch mode cannot be utilized with the litellm backend.

Expected Behavior

• Native Integration: Provide a native backend for Azure OpenAI.
• Batch API Support: The new Azure backend should support batch operations, consistent with the OpenAI implementation.

Thank you for considering this feature request.

[kartik4949]

Hello @tolgayan Thanks for the feature request.
We will be soon working on this feature!
Thanks